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Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis

Ghouse, Ghulam; Khan, Saud Ahmad; Khan, Muhammad Arshad - In: The Pakistan development review : PDR 58 (2019) 3, pp. 265-282

Persistent link: https://www.econbiz.de/10012167307

The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries

Abbas, Sumra; Javid, Attiya Yasmin - 2015

Persistent link: https://www.econbiz.de/10011335025

New issues puzzle : experience from Karachi Stock Exchange

Malik, Henna; Yar, Malik Muhammad Shehr; Javid, Attiya … - 2017

Persistent link: https://www.econbiz.de/10011691669

Liquidity benefits from underpricing : evidence from initial public offerings listed at Karachi Stock Exchange

Yar, Malik Muhammad Shehr; Javid, Attiya Yasmin - 2014

Persistent link: https://www.econbiz.de/10010370140

Relationship between Stock Return, Trading Volume and Volatility : Evidence from Pakistani Stock Market

Mubarik, Fauzia - 2010

This study investigates the relationship between trading volume and returns and volatility of Pakistani market for the period of July 1998 to October 2008. The Dickey-Fuller test is applied to turn the time series stationary. The ARCH and GARCH-M models are used to test the return, volatility...

Persistent link: https://www.econbiz.de/10013149055

Examination of impact of COVID-19 on stock market : evidence from American peninsula

Amin, Ali; Arshad, Muhammad; Sultana, Naheed; Raoof, Rabeeya - In: Journal of economic and administrative sciences 38 (2022) 3, pp. 444-454

Persistent link: https://www.econbiz.de/10013366402